Wilson formed his own band in July 1998, playing a mixture of salsa, jazz and West African styles. His debut, Afro Saxon, was released in 1998. Featuring a mix of original material and Latinised versions of jazz standards, the album included guest appearances by US saxophonist Bobby Watson and Roberto Pla. For the recording of some of the follow-up, Anglo Cubano, Wilson travelled to Cuba with members of his London-based band, and played with local musicians including Los Van Van’s vocalist Mario ‘Mayito’ Rivera and the group Clave Y Guaguanco. The result was an even more assured mix of styles with an authentic Cuban feel to the tracks recorded in Havana.
In the summer of 2000 Wilson became a member of Courtney Pine’s band, with whom he recorded and toured in Japan. In 2001 he won the Newcomer prize at the BBC Jazz Awards, and the following year delved into funky R&B on the Zone 7 recording R&B Latino. He subsequently established the Alex Wilson record label and began recording with his own Power Latin band. His albums have included the highly-rated Afro-Colombian recording Aventuras (2005) and the modern salsa excursion Inglaterra (2007). The latter included the slinky bhangra/salsa crossover ‘Oh Kuri’.